+251.6%
ORCL vs AEP
+191.0%
+60.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +2.9% |
| 7D | +0.5% | -1.5% | +2.0% | +0.8% |
| 30D | -15.3% | +4.5% | -19.8% | -16.1% |
| 3M | -18.2% | +2.8% | -21.1% | -18.8% |
| 6M | -38.4% | -0.7% | -37.8% | -38.7% |
| YTD | -37.7% | +13.8% | -51.6% | -40.5% |
| 1Y | -49.3% | +9.0% | -58.2% | -51.0% |
| 3Y | +10.6% | +83.0% | -72.4% | -11.9% |
| 5Y | +35.5% | +83.3% | -47.8% | +6.4% |
| 10Y | +251.6% | +194.6% | +57.0% | +157.0% |
| All | +251.6% | +191.0% | +60.6% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling